+15.2%
TOST vs DUOL
+53.1%
-37.9%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +1.1% |
| 7D | -3.4% | +5.1% | -8.5% | -5.4% |
| 30D | -2.4% | +14.1% | -16.6% | -8.2% |
| 3M | +34.6% | +41.5% | -6.9% | +10.8% |
| 6M | +15.2% | +60.6% | -45.4% | -11.5% |
| All | +15.2% | +53.1% | -37.9% | -11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded DUOL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling